OnixS C++ CME Streamlined Market Data Handler  1.0.0.4
API documentation
MarketDataListener Struct Reference

#include <MarketDataListener.h>

Public Member Functions

virtual void onPacket (Handler &, const PacketArgs &)
 
virtual void onEndOfPacket (Handler &, const PacketArgs &)
 
virtual void onMessage (Handler &, const AdminHeartbeat312Args &)
 
virtual void onEndOfMessage (Handler &, const AdminHeartbeat312Args &)
 
virtual void onMessage (Handler &, const AdminLogin315Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogin315Args &)
 
virtual void onMessage (Handler &, const AdminLogout316Args &)
 
virtual void onEndOfMessage (Handler &, const AdminLogout316Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshErisReferenceDataAndDailyStatistics333Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshErisReferenceDataAndDailyStatistics333Args &)
 
virtual void onMessage (Handler &, const NewsIndices339Args &)
 
virtual void onEndOfMessage (Handler &, const NewsIndices339Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshTradeBlocks340Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshTradeBlocks340Args &)
 
virtual void onMessage (Handler &, const QuoteRequest345Args &)
 
virtual void onEndOfMessage (Handler &, const QuoteRequest345Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionIndices347Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionIndices347Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshIndices348Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshIndices348Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshTradeBlocks349Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshTradeBlocks349Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshEris351Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshEris351Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshEris353Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshEris353Args &)
 
virtual void onMessage (Handler &, const IncrementalRefreshOTC356Args &)
 
virtual void onEndOfMessage (Handler &, const IncrementalRefreshOTC356Args &)
 
virtual void onMessage (Handler &, const InstrumentDefinitionEris363Args &)
 
virtual void onEndOfMessage (Handler &, const InstrumentDefinitionEris363Args &)
 

Detailed Description

Callbacks invoked by Handler during market data processing to reflect various stages of processing.

Definition at line 165 of file MarketDataListener.h.

Member Function Documentation

virtual void onEndOfMessage ( Handler ,
const AdminHeartbeat312Args  
)
inlinevirtual

Invoked when processing of message of AdminHeartbeat312 message has ended.

Definition at line 200 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const AdminLogin315Args  
)
inlinevirtual

Invoked when processing of message of AdminLogin315 message has ended.

Definition at line 220 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const AdminLogout316Args  
)
inlinevirtual

Invoked when processing of message of AdminLogout316 message has ended.

Definition at line 240 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshErisReferenceDataAndDailyStatistics333Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshErisReferenceDataAndDailyStatistics333 message has ended.

Definition at line 260 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const NewsIndices339Args  
)
inlinevirtual

Invoked when processing of message of NewsIndices339 message has ended.

Definition at line 280 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshTradeBlocks340Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshTradeBlocks340 message has ended.

Definition at line 300 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const QuoteRequest345Args  
)
inlinevirtual

Invoked when processing of message of QuoteRequest345 message has ended.

Definition at line 320 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const InstrumentDefinitionIndices347Args  
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionIndices347 message has ended.

Definition at line 340 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshIndices348Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshIndices348 message has ended.

Definition at line 360 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshTradeBlocks349Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshTradeBlocks349 message has ended.

Definition at line 380 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshEris351Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshEris351 message has ended.

Definition at line 400 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshEris353Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshEris353 message has ended.

Definition at line 420 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const IncrementalRefreshOTC356Args  
)
inlinevirtual

Invoked when processing of message of IncrementalRefreshOTC356 message has ended.

Definition at line 440 of file MarketDataListener.h.

virtual void onEndOfMessage ( Handler ,
const InstrumentDefinitionEris363Args  
)
inlinevirtual

Invoked when processing of message of InstrumentDefinitionEris363 message has ended.

Definition at line 460 of file MarketDataListener.h.

virtual void onEndOfPacket ( Handler ,
const PacketArgs  
)
inlinevirtual

Invoked when processing of packet has ended.

Definition at line 180 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const AdminHeartbeat312Args  
)
inlinevirtual

Invoked when processing of AdminHeartbeat312 message has begun.

Definition at line 190 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const AdminLogin315Args  
)
inlinevirtual

Invoked when processing of AdminLogin315 message has begun.

Definition at line 210 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const AdminLogout316Args  
)
inlinevirtual

Invoked when processing of AdminLogout316 message has begun.

Definition at line 230 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshErisReferenceDataAndDailyStatistics333Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshErisReferenceDataAndDailyStatistics333 message has begun.

Definition at line 250 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const NewsIndices339Args  
)
inlinevirtual

Invoked when processing of NewsIndices339 message has begun.

Definition at line 270 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshTradeBlocks340Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshTradeBlocks340 message has begun.

Definition at line 290 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const QuoteRequest345Args  
)
inlinevirtual

Invoked when processing of QuoteRequest345 message has begun.

Definition at line 310 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const InstrumentDefinitionIndices347Args  
)
inlinevirtual

Invoked when processing of InstrumentDefinitionIndices347 message has begun.

Definition at line 330 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshIndices348Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshIndices348 message has begun.

Definition at line 350 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshTradeBlocks349Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshTradeBlocks349 message has begun.

Definition at line 370 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshEris351Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshEris351 message has begun.

Definition at line 390 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshEris353Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshEris353 message has begun.

Definition at line 410 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const IncrementalRefreshOTC356Args  
)
inlinevirtual

Invoked when processing of IncrementalRefreshOTC356 message has begun.

Definition at line 430 of file MarketDataListener.h.

virtual void onMessage ( Handler ,
const InstrumentDefinitionEris363Args  
)
inlinevirtual

Invoked when processing of InstrumentDefinitionEris363 message has begun.

Definition at line 450 of file MarketDataListener.h.

virtual void onPacket ( Handler ,
const PacketArgs  
)
inlinevirtual

Invoked when processing of packet has begun.

Definition at line 171 of file MarketDataListener.h.


The documentation for this struct was generated from the following file: